...赔偿损失 (三)总收益互换(Total return swap, TRS)总收益互换的原理 信用利差衍生产品主要是指信用利差互换(credit spread swaps)。 信用利差是指证券收益率与无风险收益率之间的差额。
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credit spread swaps
信用利差互换
以上为机器翻译结果，长、整句建议使用 人工翻译 。
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
另一个观察信用风险的途径：比较伦敦同业拆借率较银行信用违约互换升水的情况，信用违约互换是衡量违约的工具。
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The spread on five-year credit default swaps took less time to decline to normal (around 300 basis points) after tripling in 2008.
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More critically, these risks can spread like wild fire as we saw in collateralised debt obligations and credit default swaps markets.
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